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ESPO vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESPO vs. ILCB

Last updated Jun 4, 2026

ESPO (VanEck Vectors Video Gaming and eSports ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds - ESPO tracks the MVIS Global Video Gaming and eSports Index while ILCB tracks the Morningstar US Large-Mid Cap Index. Both are passively managed. Over the past 5 years, ESPO returned 6.23%/yr vs 13.45%/yr for ILCB. A 0.69 correlation means they provide meaningful diversification when combined. ESPO charges 0.55%/yr vs 0.03%/yr for ILCB.

Performance

ESPO vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESPO achieves a -13.31% return, which is significantly lower than ILCB's 11.12% return.

ESPO

1D
-2.20%
1M
-1.23%
YTD
-13.31%
6M
-16.99%
1Y
-11.55%
3Y*
19.46%
5Y*
6.23%
10Y*
—

ILCB

1D
-0.67%
1M
5.29%
YTD
11.12%
6M
11.10%
1Y
28.03%
3Y*
22.69%
5Y*
13.45%
10Y*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. ILCB - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF		-13.31%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.57%
ILCB
iShares Morningstar U.S. Equity ETF		11.12%17.70%24.96%26.91%-19.48%24.07%19.40%32.68%-12.43%

Correlation

The correlation between ESPO and ILCB is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2018

0.69

The correlation between ESPO and ILCB has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.

ESPO vs. ILCB - Sectors Allocation Comparison

Sectors
ESPO
ILCB

Communication Services

78.1%
11.4%

Consumer Cyclical

13.8%
10.1%

Technology

8.2%
35.5%

Basic Materials

-

1.8%

Consumer Defensive

-

4.8%

Energy

-

3.5%

Financial Services

-

11.7%

Healthcare

-

8.6%

Industrials

-

8.6%

Real Estate

-

1.8%

Utilities

-

2.3%

Communication Services

ESPO
78.1%
ILCB
11.4%

Consumer Cyclical

ESPO
13.8%
ILCB
10.1%

Technology

ESPO
8.2%
ILCB
35.5%

Basic Materials

ESPO

-

ILCB
1.8%

Consumer Defensive

ESPO

-

ILCB
4.8%

Energy

ESPO

-

ILCB
3.5%

Financial Services

ESPO

-

ILCB
11.7%

Healthcare

ESPO

-

ILCB
8.6%

Industrials

ESPO

-

ILCB
8.6%

Real Estate

ESPO

-

ILCB
1.8%

Utilities

ESPO

-

ILCB
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VanEck Vectors Video Gaming and eSports ETF

iShares Morningstar U.S. Equity ETF

Often compared with ESPO:
ESPO vs. HEROESPO vs. ESGB.LESPO vs. GAMRESPO vs. NERDESPO vs. VGTESPO vs. MDLZESPO vs. SNSR
Often compared with ILCB:
ILCB vs. ILCGILCB vs. VOOILCB vs. IVVILCB vs. SPYILCB vs. SCHBILCB vs. VTIILCB vs. BBUS

Return for Risk

ESPO vs. ILCB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
Martin Ratio Rank
ILCB
ILCB Risk / Return Rank: 6969
Overall Rank
ILCB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 6969
Sortino Ratio Rank
ILCB Omega Ratio Rank: 7070
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6262
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESPO vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and iShares Morningstar U.S. Equity ETF (ILCB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

ESPOILCBDifference
Sharpe ratioReturn per unit of total volatility
-0.62
2.35

-2.96

Sortino ratioReturn per unit of downside risk
-0.75
3.20

-3.95

Omega ratioGain probability vs. loss probability

0.91

1.42

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.42

3.10

-3.51

Martin ratioReturn relative to average drawdown

-0.76

14.24

-15.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESPO vs. ILCB - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.62, which is lower than the ILCB Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of ESPO and ILCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ESPOILCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

2.35

-2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.79

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.64

0.00

Drawdowns

ESPO vs. ILCB - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, roughly equal to the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for ESPO and ILCB.

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Drawdown Indicators

ESPOILCBDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-51.53%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-9.09%

-18.72%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-19.05%

-8.76%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

-25.47%

-22.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.30%

—

Current Drawdown

Current decline from peak

-25.66%

-0.67%

-24.99%

Average Drawdown

Average peak-to-trough decline

-15.03%

-6.24%

-8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.30%

1.97%

+13.33%

Volatility

ESPO vs. ILCB - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 5.00% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 2.88%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESPOILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

2.88%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

9.10%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

12.02%

+6.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

17.13%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.75%

18.16%

+7.59%

ESPO vs. ILCB - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is higher than ILCB's 0.03% expense ratio.

Dividends

ESPO vs. ILCB - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.44%, more than ILCB's 0.97% yield.

PositionTTM20252024202320222021202020192018201720162015
ESPO
VanEck Vectors Video Gaming and eSports ETF		1.44%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%
ILCB
iShares Morningstar U.S. Equity ETF		0.97%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%

Frequently Asked Questions

ESPO and ILCB have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESPO has higher volatility (5.00%) compared to ILCB (2.88%). In terms of maximum drawdown, ESPO dropped -50.99% vs ILCB's -51.53%.

On 5-year performance, ILCB leads with 13.45% vs 6.23% for ESPO. On fees, ILCB is cheaper at 0.03% per year. On volatility, ILCB has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ILCB has performed better with a 13.45% return vs 6.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCB is cheaper with a 0.03% expense ratio, compared with 0.55% for ESPO.

ESPO has the higher dividend yield at 1.44%, compared with 0.97% for ILCB.

ESPO tracks MVIS Global Video Gaming and eSports Index, while ILCB tracks Morningstar US Large-Mid Cap Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for ESPO and 0.03% for ILCB.

ILCB currently has the higher Sharpe Ratio (2.35 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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